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TKOMY vs. NTTYY
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Correlation

The correlation between TKOMY and NTTYY is 0.27, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.


-0.50.00.51.00.3

Performance

TKOMY vs. NTTYY - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Tokio Marine Holdings Inc (TKOMY) and Nippon Telegraph and Telephone Corp ADR (NTTYY). The values are adjusted to include any dividend payments, if applicable.

-30.00%-20.00%-10.00%0.00%10.00%AugustSeptemberOctoberNovemberDecember2025
-15.22%
-2.07%
TKOMY
NTTYY

Key characteristics

Sharpe Ratio

TKOMY:

0.95

NTTYY:

-1.01

Sortino Ratio

TKOMY:

1.47

NTTYY:

-1.41

Omega Ratio

TKOMY:

1.22

NTTYY:

0.84

Calmar Ratio

TKOMY:

1.32

NTTYY:

-0.64

Martin Ratio

TKOMY:

5.33

NTTYY:

-0.96

Ulcer Index

TKOMY:

7.54%

NTTYY:

19.16%

Daily Std Dev

TKOMY:

42.26%

NTTYY:

18.32%

Max Drawdown

TKOMY:

-62.60%

NTTYY:

-84.65%

Current Drawdown

TKOMY:

-15.22%

NTTYY:

-23.81%

Fundamentals

Market Cap

TKOMY:

$67.20B

NTTYY:

$82.15B

EPS

TKOMY:

$3.79

NTTYY:

$2.18

PE Ratio

TKOMY:

9.14

NTTYY:

11.30

PEG Ratio

TKOMY:

0.78

NTTYY:

3.19

Total Revenue (TTM)

TKOMY:

$3.58T

NTTYY:

$6.90T

Gross Profit (TTM)

TKOMY:

$3.48T

NTTYY:

$1.66T

EBITDA (TTM)

TKOMY:

-$11.52B

NTTYY:

$1.74T

Returns By Period

In the year-to-date period, TKOMY achieves a -3.86% return, which is significantly lower than NTTYY's -1.36% return. Over the past 10 years, TKOMY has outperformed NTTYY with an annualized return of 21.00%, while NTTYY has yielded a comparatively lower 9.70% annualized return.


TKOMY

YTD

-3.86%

1M

-9.23%

6M

-15.13%

1Y

39.53%

5Y*

19.17%

10Y*

21.00%

NTTYY

YTD

-1.36%

1M

-4.35%

6M

0.61%

1Y

-18.80%

5Y*

2.11%

10Y*

9.70%

*Annualized

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Risk-Adjusted Performance

TKOMY vs. NTTYY — Risk-Adjusted Performance Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

TKOMY
The Risk-Adjusted Performance Rank of TKOMY is 7979
Overall Rank
The Sharpe Ratio Rank of TKOMY is 7979
Sharpe Ratio Rank
The Sortino Ratio Rank of TKOMY is 7373
Sortino Ratio Rank
The Omega Ratio Rank of TKOMY is 7575
Omega Ratio Rank
The Calmar Ratio Rank of TKOMY is 8585
Calmar Ratio Rank
The Martin Ratio Rank of TKOMY is 8383
Martin Ratio Rank

NTTYY
The Risk-Adjusted Performance Rank of NTTYY is 1111
Overall Rank
The Sharpe Ratio Rank of NTTYY is 44
Sharpe Ratio Rank
The Sortino Ratio Rank of NTTYY is 66
Sortino Ratio Rank
The Omega Ratio Rank of NTTYY is 99
Omega Ratio Rank
The Calmar Ratio Rank of NTTYY is 1111
Calmar Ratio Rank
The Martin Ratio Rank of NTTYY is 2626
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

TKOMY vs. NTTYY - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Tokio Marine Holdings Inc (TKOMY) and Nippon Telegraph and Telephone Corp ADR (NTTYY). Risk-adjusted metrics are performance indicators that assess an investment's returns in relation to its risk, enabling a more accurate comparison of different investment options.


Sharpe ratio
The chart of Sharpe ratio for TKOMY, currently valued at 0.95, compared to the broader market-4.00-2.000.002.000.95-1.01
The chart of Sortino ratio for TKOMY, currently valued at 1.47, compared to the broader market-4.00-2.000.002.004.001.47-1.41
The chart of Omega ratio for TKOMY, currently valued at 1.22, compared to the broader market0.501.001.502.001.220.84
The chart of Calmar ratio for TKOMY, currently valued at 1.32, compared to the broader market0.002.004.006.001.32-0.64
The chart of Martin ratio for TKOMY, currently valued at 5.33, compared to the broader market-10.000.0010.0020.005.33-0.96
TKOMY
NTTYY

The current TKOMY Sharpe Ratio is 0.95, which is higher than the NTTYY Sharpe Ratio of -1.01. The chart below compares the historical Sharpe Ratios of TKOMY and NTTYY, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio-1.000.001.002.003.00AugustSeptemberOctoberNovemberDecember2025
0.95
-1.01
TKOMY
NTTYY

Dividends

TKOMY vs. NTTYY - Dividend Comparison

Neither TKOMY nor NTTYY has paid dividends to shareholders.


TTM20242023202220212020201920182017201620152014
TKOMY
Tokio Marine Holdings Inc
0.00%0.00%0.00%1.54%6.87%12.69%10.74%13.44%8.90%8.40%6.69%4.00%
NTTYY
Nippon Telegraph and Telephone Corp ADR
0.00%0.00%2.80%3.10%3.60%3.61%3.45%3.50%2.54%2.63%3.78%9.55%

Drawdowns

TKOMY vs. NTTYY - Drawdown Comparison

The maximum TKOMY drawdown since its inception was -62.60%, smaller than the maximum NTTYY drawdown of -84.65%. Use the drawdown chart below to compare losses from any high point for TKOMY and NTTYY. For additional features, visit the drawdowns tool.


-35.00%-30.00%-25.00%-20.00%-15.00%-10.00%-5.00%0.00%AugustSeptemberOctoberNovemberDecember2025
-15.22%
-23.81%
TKOMY
NTTYY

Volatility

TKOMY vs. NTTYY - Volatility Comparison

Tokio Marine Holdings Inc (TKOMY) has a higher volatility of 6.39% compared to Nippon Telegraph and Telephone Corp ADR (NTTYY) at 3.45%. This indicates that TKOMY's price experiences larger fluctuations and is considered to be riskier than NTTYY based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


5.00%10.00%15.00%20.00%25.00%30.00%AugustSeptemberOctoberNovemberDecember2025
6.39%
3.45%
TKOMY
NTTYY

Financials

TKOMY vs. NTTYY - Financials Comparison

This section allows you to compare key financial metrics between Tokio Marine Holdings Inc and Nippon Telegraph and Telephone Corp ADR. You can select fields from income statements, balance sheets, and cash flow statements to easily visualize and compare the financial health of both companies.


Quarterly
Annual

Total Revenue: Total amount of money received from sales and other business activities


Values in USD except per share items
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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